-51.1%
DOCS vs NI
+106.8%
-157.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +19.4% | +10.0% | +9.4% | +17.2% |
| 3M | +53.4% | +4.3% | +49.1% | +52.0% |
| 6M | +28.8% | -6.5% | +35.3% | +30.6% |
| YTD | -25.1% | +9.3% | -34.3% | -27.9% |
| 1Y | -48.1% | +6.4% | -54.6% | -49.7% |
| 3Y | +51.4% | +89.1% | -37.7% | +23.9% |
| 5Y | -51.1% | +106.1% | -157.2% | -54.3% |
| All | -51.1% | +106.8% | -157.9% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling